On statistical indistinguishability of the complete and incomplete markets
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Nikolai Dokuchaev, 2015. "On statistical indistinguishability of complete and incomplete discrete time market models," Papers 1505.00638, arXiv.org.
- Nikolai Dokuchaev, 2015. "Modelling Possibility of Short-Term Forecasting of Market Parameters for Portfolio Selection," Annals of Economics and Finance, Society for AEF, vol. 16(1), pages 143-161, May.
- Nikolai Dokuchaev, 2013. "On strong binomial approximation for stochastic processes and applications for financial modelling," Papers 1311.0675, arXiv.org, revised Feb 2015.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-09-30 (All new papers)
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